BVT Put 210 AEC1 20.12.2024
/ DE000VD21KD4
BVT Put 210 AEC1 20.12.2024/ DE000VD21KD4 /
| 11/06/2024 08:49:10 |
Chg.-0.010 |
Bid17:30:00 |
Ask17:30:00 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.650EUR |
-1.52% |
0.790
Bid Size: 40,000 |
0.810
Ask Size: 40,000 |
AMER. EXPRESS DL... |
210.00 - |
20/12/2024 |
Put |
Master data
| WKN: |
VD21KD |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
AMER. EXPRESS DL -,20 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
210.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
28/03/2024 |
| Last trading day: |
20/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-31.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.19 |
| Parity: |
-0.60 |
| Time value: |
0.68 |
| Break-even: |
203.20 |
| Moneyness: |
0.97 |
| Premium: |
0.06 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.02 |
| Spread %: |
3.03% |
| Delta: |
-0.34 |
| Theta: |
-0.02 |
| Omega: |
-10.66 |
| Rho: |
-0.42 |
Quote data
| Open: |
0.650 |
| High: |
0.650 |
| Low: |
0.650 |
| Previous Close: |
0.660 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.56% |
| 1 Month |
|
|
+6.56% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.670 |
0.580 |
| 1M High / 1M Low: |
0.670 |
0.520 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.630 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.596 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
122.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
